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Bertsimas, Dimitris John

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Author ID: bertsimas.dimitris-j Recent zbMATH articles by "Bertsimas, Dimitris John"
Published as: Bertsimas, Dimitris; Bertsimas, Dimitris J.; Bertsimas, Dimitris.; Bertsimas, D.
Homepage: http://www.mit.edu/~dbertsim/
External Links: MGP · ORCID · Wikidata · Google Scholar · ResearchGate · dblp · GND
Documents Indexed: 189 Publications since 1988
all top 5

Co-Authors

6 single-authored
12 Teo, Chungpiaw
9 Paschalidis, Ioannis Ch.
9 Tsitsiklis, John N.
8 Odoni, Amedeo R.
6 Gamarnik, David
5 Goyal, Vineet
5 Gupta, Vishal
5 Natarajan, Karthik
5 Niño-Mora, José
5 Nohadani, Omid
5 Pauphilet, Jean
4 Avram, Florin
4 Bandi, Chaithanya
4 Brown, David B.
4 Mišić, Velibor V.
4 Mourtzinou, Georgia
4 Sim, Melvyn
4 Van Parys, Bart P. G.
4 van Ryzin, Garrett J.
4 Vohra, Rakesh V.
3 Caramanis, Constantine
3 Doan, Xuan Vinh
3 Goemans, Michel X.
3 Jaillet, Patrick
3 Kallus, Nathan
3 King, Angela
3 Lulli, Guglielmo
3 Mazumder, Rahul
3 Nakazato, Daisuke
3 Nasrabadi, Ebrahim
3 Papaconstantinou, Xenophon A.
3 Perakis, Georgia
3 Peterson, Michael D.
3 Sethuraman, Jayachandran
3 Vempala, Santosh S.
3 Youssef, Nataly
2 Aghassi, Michele
2 Berk, Lauren
2 Copenhaver, Martin S.
2 Cory-Wright, Ryan
2 Dunn, Jack
2 Dunning, Iain
2 Farias, Vivek F.
2 Georghiou, Angelos
2 Iancu, Dan Andrei
2 Kogan, Leonid
2 Korolko, Nikita
2 Li, Michael Lingzhi
2 Lo, Andrew W.
2 Luo, Xiaodong
2 Orfanoudaki, Agni
2 Orlin, James B.
2 Pachamanova, Dessislava
2 Parrilo, Pablo A.
2 Pawlowski, Colin
2 Popescu, Ioana
2 Shioda, Romy
2 Stock Patterson, Sarah
2 Sun, Xu Andy
2 Teo, Kwong Meng
2 Thiele, Aurélie C.
2 Trichakis, Nikolaos
2 Vranas, Peter B. M.
2 Weinstein, Alexander M.
1 Bandi, Michael Martin Chaithanya
1 Ben-Tal, Aharon
1 Berman, Oded
1 Bidkhori, Hoda
1 Bjarnadóttir, Margrét V.
1 Brynjolfsson, Erik
1 Cacchiani, Valentina
1 Chervi, Philippe
1 Chryssikou, Thalia
1 Craft, David L.
1 de Boer, Sanne V.
1 de Ruiter, Frans J. C. T.
1 Delarue, Arthur
1 Demir, Ramazan
1 den Hertog, Dick
1 Frankovich, Michael
1 Freund, Robert M.
1 Griffith, J. Daniel
1 Grigni, Michelangelo
1 Gupta, Shubham
1 Howell, Louis H.
1 Johnson, Mac
1 Kane, Michael A.
1 Keilson, Julian
1 Kochenderfer, Mykel J.
1 Kryder, J. Christian
1 Lamperski, Jourdain B.
1 Larson, Richard Charles
1 Lasserre, Jean-Bernard
1 Lauprete, Geoffrey J.
1 Lu, Brian Y.
1 Mersereau, Adam J.
1 Mundru, Nishanth
1 Ng, Yeesian
1 O’Hair, Allison
1 Pandey, Rudra
...and 22 more Co-Authors

Publications by Year

Citations contained in zbMATH Open

165 Publications have been cited 3,890 times in 2,394 Documents Cited by Year
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
494
2004
Theory and applications of robust optimization. Zbl 1233.90259
Bertsimas, Dimitris; Brown, David B.; Caramanis, Constantine
356
2011
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
262
2003
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
94
2004
Optimal inequalities in probability theory: A convex optimization approach. Zbl 1077.60020
Bertsimas, Dimitris; Popescu, Ioana
88
2005
A robust optimization approach to inventory theory. Zbl 1167.90314
Bertsimas, Dimitris; Thiele, Aurélie
84
2006
Best subset selection via a modern optimization lens. Zbl 1335.62115
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul
83
2016
Constructing uncertainty sets for robust linear optimization. Zbl 1228.90061
Bertsimas, Dimitris; Brown, David B.
72
2009
A vehicle routing problem with stochastic demand. Zbl 0764.90030
Bertsimas, Dimitris J.
66
1992
Algorithm for cardinality-constrained quadratic optimization. Zbl 1178.90262
Bertsimas, Dimitris; Shioda, Romy
61
2009
On the relation between option and stock prices: A convex optimization approach. Zbl 1163.91382
Bertsimas, Dimitris; Popescu, Ioana
55
2002
Data-driven robust optimization. Zbl 1397.90298
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
53
2018
Models for minimax stochastic linear optimization problems with risk aversion. Zbl 1218.90215
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; Teo, Chung-Piaw
51
2010
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
49
2008
A priori optimization. Zbl 0721.90062
Bertsimas, Dimitris J.; Jaillet, Patrick; Odoni, Amedeo R.
48
1990
A new generation of vehicle routing research: Robust algorithms, addressing uncertainty. Zbl 0855.90053
Bertsimas, Dimitris J.; Simchi-Levi, David
48
1996
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
44
2006
Optimality of affine policies in multistage robust optimization. Zbl 1218.90216
Bertsimas, Dimitris; Iancu, Dan A.; Parrilo, Pablo A.
43
2010
Robust game theory. Zbl 1134.91309
Aghassi, Michele; Bertsimas, Dimitris
43
2006
A stochastic and dynamic vehicle routing problem in the Euclidean plane. Zbl 0736.90027
Bertsimas, Dimitris J.; van Ryzin, Garrett
43
1991
Survivable networks, linear programming relaxations and the parsimonious property. Zbl 0790.90072
Goemans, Michel X.; Bertsimas, Dimitris J.
41
1993
On central limit theorems in geometrical probability. Zbl 0784.60015
Avram, Florin; Bertsimas, Dimitris
41
1993
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
39
2004
Finite adaptability in multistage linear optimization. Zbl 1368.90100
Bertsimas, Dimitris; Caramanis, Constantine
38
2010
The price of fairness. Zbl 1217.91093
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
37
2011
A soft robust model for optimization under ambiguity. Zbl 1228.90060
Ben-Tal, Aharon; Bertsimas, Dimitris; Brown, David B.
36
2010
On the power and limitations of affine policies in two-stage adaptive optimization. Zbl 1267.90083
Bertsimas, Dimitris; Goyal, Vineet
34
2012
Design of near optimal decision rules in multistage adaptive mixed-integer optimization. Zbl 1327.90126
Bertsimas, Dimitris; Georghiou, Angelos
33
2015
Tractable stochastic analysis in high dimensions via robust optimization. Zbl 1263.90001
Bandi, Michael Martin Chaithanya; Bertsimas, Dimitris
32
2012
A hierarchy of near-optimal policies for multistage adaptive optimization. Zbl 1368.93336
Bertsimas, Dimitris; Iancu, Dan Andrei; Parrilo, Pablo A.
32
2011
Solving convex programs by random walks. Zbl 1204.90074
Bertsimas, Dimitris; Vempala, Santosh
31
2004
Stochastic and dynamic vehicle routing in the Euclidean plane with multiple capacitated vehicles. Zbl 0776.90018
van Ryzin, Garrett; Bertsimas, Dimitris J.
28
1993
Hedging derivative securities and incomplete markets: an \(\varepsilon\)-arbitrage approach. Zbl 1163.91381
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
28
2001
The air traffic flow management problem with enroute capacities. Zbl 0996.90010
Bertsimas, Dimitris; Stock Patterson, Sarah
28
1998
Conservation laws, extended polymatroids and multiarmed bandit problems; a polyhedral approach to indexable systems. Zbl 0857.90055
Bertsimas, Dimitris; Niño-Mora, José
27
1996
On the power of robust solutions in two-stage stochastic and adaptive optimization problems. Zbl 1218.90141
Bertsimas, Dimitris; Goyal, Vineet
25
2010
Optimal classification trees. Zbl 1455.68159
Bertsimas, Dimitris; Dunn, Jack
24
2017
Computational approaches to stochastic vehicle routing problems. Zbl 0853.90037
Bertsimas, Dimitris; Chervi, Philippe; Peterson, Michael
23
1995
Classification and regression via integer optimization. Zbl 1167.90593
Bertsimas, Dimitris; Shioda, Romy
23
2007
An approximate dynamic programming approach to multidimensional knapsack problems. Zbl 1232.90322
Bertsimas, Dimitris; Demir, Ramazan
22
2002
Optimization of multiclass queueing networks: Polyhedral and nonlinear characterizations of achievable performance. Zbl 0797.60079
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
21
1994
Robust optimization for unconstrained simulation-based problems. Zbl 1226.90074
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
21
2010
OR forum: An algorithmic approach to linear regression. Zbl 1338.90272
Bertsimas, Dimitris; King, Angela
21
2016
Multistage robust mixed-integer optimization with adaptive partitions. Zbl 1348.90624
Bertsimas, Dimitris; Dunning, Iain
20
2016
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization. Zbl 1218.90142
Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy
19
2011
Constrained stochastic LQC: a tractable approach. Zbl 1366.93699
Bertsimas, Dimitris; Brown, David B.
19
2007
Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Zbl 1444.62094
Bertsimas, Dimitris; van Parys, Bart
19
2020
Locating discretionary service facilities. II: Maximizing market size, minimizing inconvenience. Zbl 0862.90086
Berman, Oded; Bertsimas, Dimitris; Larson, Richard C.
18
1995
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach. Zbl 0755.60011
Avram, Florin; Bertsimas, Dimitris
18
1992
A new algorithm for state-constrained separated continuous linear programs. Zbl 0921.49023
Luo, Xiaodong; Bertsimas, Dimitris
18
1999
Simulation-based booking limits for airline revenue management. Zbl 1165.90557
Bertsimas, Dimitris; De Boer, Sanne
18
2005
Data-driven estimation in equilibrium using inverse optimization. Zbl 1334.49017
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
17
2015
Further results on the probabilistic traveling salesman problem. Zbl 0776.90082
Bertsimas, Dimitris; Howell, Louis H.
17
1993
When is time continuous? Zbl 0976.91053
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
17
2001
An analytic approach to a general class of G/G/s queueing systems. Zbl 0703.60092
Bertsimas, Dimitris
17
1990
Fluid models of sequencing problems in open queueing networks; an optimal control approach. Zbl 0837.60083
Avram, Florin; Bertsimas, Dimitris; Ricard, Michael
17
1995
Semidefinite relaxations, multivariate normal distributions, and order statistics. Zbl 1052.90594
Bertsimas, Dimitris; Ye, Yinyu
17
1998
Nonconvex robust optimization for problems with constraints. Zbl 1243.90176
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
17
2010
Inverse optimization: a new perspective on the Black-Litterman model. Zbl 1260.91266
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
16
2012
Probabilistic service level guarantees in make-to-stock manufacturing systems. Zbl 1163.90416
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.
15
2001
Restless bandits, linear programming relaxations, and a primal-dual index heuristic. Zbl 1106.90383
Bertsimas, Dimitris; Niño-Mora, José
15
2000
Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions. Zbl 1012.60082
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
15
2001
A robust optimization approach to supply chain management. Zbl 1092.90521
Bertsimas, Dimitris; Thiele, Aurélie
15
2004
Robust option pricing. Zbl 1339.91112
Bandi, Chaithanya; Bertsimas, Dimitris
15
2014
Least quantile regression via modern optimization. Zbl 1302.62154
Bertsimas, Dimitris; Mazumder, Rahul
15
2014
An integer optimization approach to large-scale air traffic flow management. Zbl 1218.90119
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
14
2011
Characterization of the equivalence of robustification and regularization in linear and matrix regression. Zbl 1403.62040
Bertsimas, Dimitris; Copenhaver, Martin S.
14
2018
Rounding algorithms for covering problems. Zbl 0894.90121
Bertsimas, Dimitris; Vohra, Rakesh
14
1998
Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds. Zbl 1077.90047
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
14
2004
The probabilistic minimum spanning tree problem. Zbl 0702.90089
Bertsimas, Dimitris J.
14
1990
The distributional Little’s law and its applications. Zbl 0837.90048
Bertsimas, Dimitris; Nakazato, Daisuke
14
1995
Traveling salesman facility location problems. Zbl 0682.90039
Bertsimas, Dimitris J.
14
1989
Robust queueing theory. Zbl 1327.90047
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
13
2015
Asymptotically optimal algorithms for job shop scheduling and packet routing. Zbl 0944.68006
Bertsimas, Dimitris; Gamarnik, David
13
1999
Duality in two-stage adaptive linear optimization: faster computation and stronger bounds. Zbl 1348.90625
Bertsimas, Dimitris; de Ruiter, Frans J. C. T.
13
2016
Robust and adaptive network flows. Zbl 1291.90046
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Stiller, Sebastian
12
2013
Robust sample average approximation. Zbl 1432.90168
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
12
2018
Simulated annealing. Zbl 0764.60073
Bertsimas, Dimitris; Tsitsiklis, John
12
1992
Robust optimization with simulated annealing. Zbl 1198.90402
Bertsimas, Dimitris; Nohadani, Omid
12
2010
Persistence in discrete optimization under data uncertainty. Zbl 1130.90365
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
12
2006
Large deviations analysis of the generalized processor sharing policy. Zbl 0937.68011
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
12
1999
On the large deviations behavior of acyclic networks of \(G/G/1\) queues. Zbl 0973.90012
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
12
1998
Binary decision rules for multistage adaptive mixed-integer optimization. Zbl 1391.90437
Bertsimas, Dimitris; Georghiou, Angelos
12
2018
Fairness, efficiency, and flexibility in organ allocation for kidney transplantation. Zbl 1268.91086
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
11
2013
On the approximability of adjustable robust convex optimization under uncertainty. Zbl 1285.90021
Bertsimas, Dimitris; Goyal, Vineet
11
2013
From fluid relaxations to practical algorithms for job shop scheduling: The makespan objective. Zbl 1040.90014
Bertsimas, Dimitris; Sethuraman, Jay
11
2002
Asymptotic buffer overflow probabilities in multiclass multiplexers: An optimal control approach. Zbl 0949.93078
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
11
1998
Stability conditions for multiclass fluid queueing networks. Zbl 0870.90061
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
11
1996
Transient laws of non-stationary queueing systems and their applications. Zbl 0894.60087
Bertsimas, Dimitris; Mourtzinou, Georgia
11
1997
On dependent randomized rounding algorithms. Zbl 0954.90025
Bertsimas, Dimitris; Teo, Chungpiaw; Vohra, Rakesh
11
1999
A learning approach for interactive marketing to a customer segment. Zbl 1167.90552
Bertsimas, Dimitris; Mersereau, Adam J.
11
2007
Optimal design for multi-item auctions: a robust optimization approach. Zbl 1312.91054
Bandi, Chaithanya; Bertsimas, Dimitris
11
2014
Logistic regression: from art to science. Zbl 1442.62166
Bertsimas, Dimitris; King, Angela
11
2017
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective. Zbl 1341.90094
Bertsimas, Dimitris; Bidkhori, Hoda
10
2015
Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem. Zbl 0733.90072
Goemans, Michel X.; Bertsimas, Dimitris J.
10
1991
The multi-airport ground-holding problem in air traffic control. Zbl 0925.90258
Vranas, Peter B.; Bertsimas, Dimitris J.; Odoni, Amedeo R.
10
1994
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Zbl 1309.90121
Bertsimas, Dimitris; Goyal, Vineet; Lu, Brian Y.
10
2015
Moment problems and semidefinite optimization. Zbl 0957.90522
Bertsimas, Dimitris; Sethuraman, Jay
9
2000
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective. Zbl 1165.90449
Bertsimas, Dimitris; Gamarnik, David; Sethuraman, Jay
9
2003
The traffic flow management rerouting problem in air traffic control: A dynamic network flow approach. Zbl 0991.90516
Bertsimas, Dimitris; Patterson, Sarah Stock
9
2000
Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Zbl 1444.62094
Bertsimas, Dimitris; van Parys, Bart
19
2020
Sparse regression: scalable algorithms and empirical performance. Zbl 07307186
Bertsimas, Dimitris; Pauphilet, Jean; van Parys, Bart
4
2020
Certifiably optimal sparse inverse covariance estimation. Zbl 07263701
Bertsimas, Dimitris; Lamperski, Jourdain; Pauphilet, Jean
2
2020
Scalable holistic linear regression. Zbl 07204099
Bertsimas, Dimitris; Li, Michael Lingzhi
2
2020
Fast exact matrix completion: a unified optimization framework for matrix completion. Zbl 07306912
Bertsimas, Dimitris; Li, Michael Lingzhi
1
2020
Certifiably optimal sparse principal component analysis. Zbl 1435.62214
Berk, Lauren; Bertsimas, Dimitris
2
2019
Exact first-choice product line optimization. Zbl 1444.90071
Bertsimas, Dimitris; Mišić, Velibor V.
2
2019
Robust and stochastic formulations for ambulance deployment and dispatch. Zbl 1430.90057
Bertsimas, Dimitris; Ng, Yeesian
1
2019
Data-driven robust optimization. Zbl 1397.90298
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
53
2018
Characterization of the equivalence of robustification and regularization in linear and matrix regression. Zbl 1403.62040
Bertsimas, Dimitris; Copenhaver, Martin S.
14
2018
Robust sample average approximation. Zbl 1432.90168
Bertsimas, Dimitris; Gupta, Vishal; Kallus, Nathan
12
2018
Binary decision rules for multistage adaptive mixed-integer optimization. Zbl 1391.90437
Bertsimas, Dimitris; Georghiou, Angelos
12
2018
Robust transient analysis of multi-server queueing systems and feed-forward networks. Zbl 1397.90104
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
3
2018
From predictive methods to missing data imputation: an optimization approach. Zbl 06982952
Bertsimas, Dimitris; Pawlowski, Colin; Zhuo, Ying Daisy
2
2018
Optimal classification trees. Zbl 1455.68159
Bertsimas, Dimitris; Dunn, Jack
24
2017
Logistic regression: from art to science. Zbl 1442.62166
Bertsimas, Dimitris; King, Angela
11
2017
Certifiably optimal low rank factor analysis. Zbl 1437.62216
Bertsimas, Dimitris; Copenhaver, Martin S.; Mazumder, Rahul
6
2017
Robust product line design. Zbl 1364.90353
Bertsimas, Dimitris; Mišić, Velibor V.
5
2017
A comparison of Monte Carlo tree search and rolling horizon optimization for large-scale dynamic resource allocation problems. Zbl 1380.91089
Bertsimas, Dimitris; Griffith, J. Daniel; Gupta, Vishal; Kochenderfer, Mykel J.; Mišić, Velibor V.
4
2017
Best subset selection via a modern optimization lens. Zbl 1335.62115
Bertsimas, Dimitris; King, Angela; Mazumder, Rahul
83
2016
OR forum: An algorithmic approach to linear regression. Zbl 1338.90272
Bertsimas, Dimitris; King, Angela
21
2016
Multistage robust mixed-integer optimization with adaptive partitions. Zbl 1348.90624
Bertsimas, Dimitris; Dunning, Iain
20
2016
Duality in two-stage adaptive linear optimization: faster computation and stronger bounds. Zbl 1348.90625
Bertsimas, Dimitris; de Ruiter, Frans J. C. T.
13
2016
On the power of randomization in network interdiction. Zbl 1408.91038
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Orlin, James B.
7
2016
Decomposable Markov decision processes: A fluid optimization approach. Zbl 1354.90164
Bertsimas, Dimitris; Mišić, Velibor V.
1
2016
Design of near optimal decision rules in multistage adaptive mixed-integer optimization. Zbl 1327.90126
Bertsimas, Dimitris; Georghiou, Angelos
33
2015
Data-driven estimation in equilibrium using inverse optimization. Zbl 1334.49017
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
17
2015
Robust queueing theory. Zbl 1327.90047
Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
13
2015
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective. Zbl 1341.90094
Bertsimas, Dimitris; Bidkhori, Hoda
10
2015
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Zbl 1309.90121
Bertsimas, Dimitris; Goyal, Vineet; Lu, Brian Y.
10
2015
The power of optimization over randomization in designing experiments involving small samples. Zbl 1329.90078
Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan
5
2015
Robust fluid processing networks. Zbl 1360.90044
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Paschalidis, Ioannis Ch.
3
2015
Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach. Zbl 1357.90174
Bertsimas, Dimitris; Takeda, Akiko
1
2015
Robust option pricing. Zbl 1339.91112
Bandi, Chaithanya; Bertsimas, Dimitris
15
2014
Least quantile regression via modern optimization. Zbl 1302.62154
Bertsimas, Dimitris; Mazumder, Rahul
15
2014
Optimal design for multi-item auctions: a robust optimization approach. Zbl 1312.91054
Bandi, Chaithanya; Bertsimas, Dimitris
11
2014
Dynamic resource allocation: a flexible and tractable modeling framework. Zbl 1338.90158
Bertsimas, Dimitris; Gupta, Shubham; Lulli, Guglielmo
7
2014
Robust and adaptive network flows. Zbl 1291.90046
Bertsimas, Dimitris; Nasrabadi, Ebrahim; Stiller, Sebastian
12
2013
Fairness, efficiency, and flexibility in organ allocation for kidney transplantation. Zbl 1268.91086
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
11
2013
On the approximability of adjustable robust convex optimization under uncertainty. Zbl 1285.90021
Bertsimas, Dimitris; Goyal, Vineet
11
2013
A hybrid approach to beam angle optimization in intensity-modulated radiation therapy. Zbl 1348.90661
Bertsimas, D.; Cacchiani, V.; Craft, D.; Nohadani, O.
8
2013
An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems. Zbl 1273.90198
Bertsimas, Dimitris; Freund, Robert M.; Sun, Xu Andy
4
2013
Learning preferences under noise and loss aversion: an optimization approach. Zbl 1291.90302
Bertsimas, Dimitris; O’Hair, Allison
2
2013
On the power and limitations of affine policies in two-stage adaptive optimization. Zbl 1267.90083
Bertsimas, Dimitris; Goyal, Vineet
34
2012
Tractable stochastic analysis in high dimensions via robust optimization. Zbl 1263.90001
Bandi, Michael Martin Chaithanya; Bertsimas, Dimitris
32
2012
Inverse optimization: a new perspective on the Black-Litterman model. Zbl 1260.91266
Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
16
2012
Theory and applications of robust optimization. Zbl 1233.90259
Bertsimas, Dimitris; Brown, David B.; Caramanis, Constantine
356
2011
The price of fairness. Zbl 1217.91093
Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
37
2011
A hierarchy of near-optimal policies for multistage adaptive optimization. Zbl 1368.93336
Bertsimas, Dimitris; Iancu, Dan Andrei; Parrilo, Pablo A.
32
2011
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization. Zbl 1218.90142
Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy
19
2011
An integer optimization approach to large-scale air traffic flow management. Zbl 1218.90119
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
14
2011
Performance analysis of queueing networks via robust optimization. Zbl 1233.90110
Bertsimas, Dimitris; Gamarnik, David; Rikun, Alexander Anatoliy
6
2011
Optimal selection of airport runway configurations. Zbl 1241.90078
Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo
3
2011
Models for minimax stochastic linear optimization problems with risk aversion. Zbl 1218.90215
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; Teo, Chung-Piaw
51
2010
Optimality of affine policies in multistage robust optimization. Zbl 1218.90216
Bertsimas, Dimitris; Iancu, Dan A.; Parrilo, Pablo A.
43
2010
Finite adaptability in multistage linear optimization. Zbl 1368.90100
Bertsimas, Dimitris; Caramanis, Constantine
38
2010
A soft robust model for optimization under ambiguity. Zbl 1228.90060
Ben-Tal, Aharon; Bertsimas, Dimitris; Brown, David B.
36
2010
On the power of robust solutions in two-stage stochastic and adaptive optimization problems. Zbl 1218.90141
Bertsimas, Dimitris; Goyal, Vineet
25
2010
Robust optimization for unconstrained simulation-based problems. Zbl 1226.90074
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
21
2010
Nonconvex robust optimization for problems with constraints. Zbl 1243.90176
Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
17
2010
Robust optimization with simulated annealing. Zbl 1198.90402
Bertsimas, Dimitris; Nohadani, Omid
12
2010
Robust and data-driven approaches to call centers. Zbl 1206.90021
Bertsimas, Dimitris; Doan, Xuan Vinh
5
2010
Constructing uncertainty sets for robust linear optimization. Zbl 1228.90061
Bertsimas, Dimitris; Brown, David B.
72
2009
Algorithm for cardinality-constrained quadratic optimization. Zbl 1178.90262
Bertsimas, Dimitris; Shioda, Romy
61
2009
Robust multiperiod portfolio management in the presence of transaction costs. Zbl 1139.91333
Bertsimas, Dimitris; Pachamanova, Dessislava
49
2008
The air traffic flow management problem: An integer optimization approach. Zbl 1143.90358
Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
5
2008
Algorithmic prediction of health-care costs. Zbl 1167.91406
Bertsimas, Dimitris; Bjarnadóttir, Margrét V.; Kane, Michael A.; Kryder, J. Christian; Pandey, Rudra; Vempala, Santosh; Wang, Grant
4
2008
Approximating integrals of multivariate exponentials: A moment approach. Zbl 1160.65009
Bertsimas, Dimitris; Doan, Xuan Vinh; Lasserre, Jean
3
2008
Classification and regression via integer optimization. Zbl 1167.90593
Bertsimas, Dimitris; Shioda, Romy
23
2007
Constrained stochastic LQC: a tractable approach. Zbl 1366.93699
Bertsimas, Dimitris; Brown, David B.
19
2007
A learning approach for interactive marketing to a customer segment. Zbl 1167.90552
Bertsimas, Dimitris; Mersereau, Adam J.
11
2007
A semidefinite optimization approach to the steady-state analysis of queueing systems. Zbl 1165.90387
Bertsimas, Dimitris; Natarajan, Karthik
8
2007
A robust optimization approach to inventory theory. Zbl 1167.90314
Bertsimas, Dimitris; Thiele, Aurélie
84
2006
Tractable approximations to robust conic optimization problems. Zbl 1134.90026
Bertsimas, Dimitris; Sim, Melvyn
44
2006
Robust game theory. Zbl 1134.91309
Aghassi, Michele; Bertsimas, Dimitris
43
2006
Persistence in discrete optimization under data uncertainty. Zbl 1130.90365
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
12
2006
Dynamic pricing: a learning approach. Zbl 1115.90061
Bertsimas, Dimitris; Perakis, Georgia
9
2006
Solving asymmetric variational inequalities via convex optimization. Zbl 1254.49003
Aghassi, Michele; Bertsimas, Dimitris; Perakis, Georgia
8
2006
Tight bounds on expected order statistics. Zbl 1110.62063
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
8
2006
Bounds on linear PDEs via semidefinite optimization. Zbl 1099.90063
Bertsimas, Dimitris; Caramanis, Constantine
7
2006
Optimal inequalities in probability theory: A convex optimization approach. Zbl 1077.60020
Bertsimas, Dimitris; Popescu, Ioana
88
2005
Simulation-based booking limits for airline revenue management. Zbl 1165.90557
Bertsimas, Dimitris; De Boer, Sanne
18
2005
The price of robustness. Zbl 1165.90565
Bertsimas, Dimitris; Sim, Melvyn
494
2004
Robust linear optimization under general norms. Zbl 1054.90046
Bertsimas, Dimitris; Pachamanova, Dessislava; Sim, Melvyn
94
2004
Shortfall as a risk measure: properties, optimization and applications. Zbl 1200.91133
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander
39
2004
Solving convex programs by random walks. Zbl 1204.90074
Bertsimas, Dimitris; Vempala, Santosh
31
2004
A robust optimization approach to supply chain management. Zbl 1092.90521
Bertsimas, Dimitris; Thiele, Aurélie
15
2004
Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds. Zbl 1077.90047
Bertsimas, Dimitris; Natarajan, Karthik; Teo, Chung-Piaw
14
2004
Robust discrete optimization and network flows. Zbl 1082.90067
Bertsimas, Dimitris; Sim, Melvyn
262
2003
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: The holding cost objective. Zbl 1165.90449
Bertsimas, Dimitris; Gamarnik, David; Sethuraman, Jay
9
2003
On the relation between option and stock prices: A convex optimization approach. Zbl 1163.91382
Bertsimas, Dimitris; Popescu, Ioana
55
2002
An approximate dynamic programming approach to multidimensional knapsack problems. Zbl 1232.90322
Bertsimas, Dimitris; Demir, Ramazan
22
2002
From fluid relaxations to practical algorithms for job shop scheduling: The makespan objective. Zbl 1040.90014
Bertsimas, Dimitris; Sethuraman, Jay
11
2002
Hedging derivative securities and incomplete markets: an \(\varepsilon\)-arbitrage approach. Zbl 1163.91381
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
28
2001
When is time continuous? Zbl 0976.91053
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.
17
2001
Probabilistic service level guarantees in make-to-stock manufacturing systems. Zbl 1163.90416
Bertsimas, Dimitris; Paschalidis, Ioannis Ch.
15
2001
Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions. Zbl 1012.60082
Bertsimas, Dimitris; Gamarnik, David; Tsitsiklis, John N.
15
2001
Multistage lot sizing problems via randomized rounding. Zbl 1163.90720
Teo, Chung-Piaw; Bertsimas, Dimitris
6
2001
Restless bandits, linear programming relaxations, and a primal-dual index heuristic. Zbl 1106.90383
Bertsimas, Dimitris; Niño-Mora, José
15
2000
Moment problems and semidefinite optimization. Zbl 0957.90522
Bertsimas, Dimitris; Sethuraman, Jay
9
2000
...and 65 more Documents
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Cited by 3,959 Authors

73 Bertsimas, Dimitris John
30 Jeyakumar, Vaithilingam
24 Goerigk, Marc
23 Li, Guoyin
21 Poss, Michael
20 Kuhn, Daniel
17 Schöbel, Anita
16 den Hertog, Dick
14 Chuong, Thai Doan
14 Murat, Cécile
13 Wiesemann, Wolfram
12 Atamtürk, Alper
12 Ben-Tal, Aharon
12 Carrizosa, Emilio
12 Chassein, André B.
12 Pinar, Mustafa Çelebi
11 Koster, Arie M. C. A.
11 Mehrotra, Sanjay
11 Thiele, Aurélie C.
11 Whitt, Ward
10 Escudero, Laureano Fernando
10 Paschos, Vangelis Th.
10 Penrose, Mathew D.
10 Puerto Albandoz, Justo
10 Sim, Melvyn
10 Takano, Yuichi
9 Buchheim, Christoph
9 Chan, Timothy C. Y.
9 Kasperski, Adam
9 Natarajan, Karthik
9 Sun, Jie
9 Teo, Chungpiaw
9 Williamson, David P.
9 Xu, Huifu
9 Zieliński, Paweł
8 Alonso-Ayuso, Antonio
8 Bauso, Dario
8 Gabrel, Virginie
8 Gendreau, Michel
8 Georghiou, Angelos
8 Gotoh, Jun-ya
8 Goyal, Vineet
8 Jaillet, Patrick
8 Kurtz, Jannis
8 Laporte, Gilbert
8 Lasserre, Jean-Bernard
8 Lee, Gue Myung
8 Li, Duan
8 Nace, Dritan
8 Pardalos, Panos M.
8 Rustem, Berc
8 Ye, Yinyu
8 Zuluaga, Luis Fernando
7 Boyd, Stephen Poythress
7 Büsing, Christina
7 Garatti, Simone
7 Goberna, Miguel Angel
7 Hanasusanto, Grani A.
7 Lam, Henry
7 Mazumder, Rahul
7 Sun, Hailin
7 Uryasev, Stan
7 Weiss, Gideon
7 Yukich, Joseph Elliott
6 Álvarez-Miranda, Eduardo
6 Berman, Oded
6 Fernández, Elena
6 Gamarnik, David
6 Ghate, Archis
6 Gómez, Andrés
6 Klopfenstein, Olivier
6 Kwon, Roy H.
6 Ling, Aifan
6 Pesenti, Raffaele
6 Postek, Krzysztof
6 Schwartz, Alexandra
6 Sun, Xiangkai
6 Teo, Kok Lay
6 Tsitsiklis, John N.
6 Van Parys, Bart P. G.
6 Vielma, Juan Pablo
6 Yao, Tao
5 Agra, Agostinho
5 Aswani, Anil
5 Averbakh, Igor
5 Bandi, Chaithanya
5 Bertazzi, Luca
5 Bierlaire, Michel
5 Blanco, Víctor
5 Bruneel, Herwig
5 Campi, Marco Claudio
5 Chen, Zhiping
5 Delage, Erick
5 Glazebrook, Kevin D.
5 Goemans, Michel X.
5 Goulart, Paul J.
5 Gounaris, Chrysanthos E.
5 Guerriero, Francesca
5 Jiang, Ruiwei
5 Kallus, Nathan
...and 3,859 more Authors
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Cited in 263 Serials

369 European Journal of Operational Research
126 Computers & Operations Research
115 Mathematical Programming. Series A. Series B
95 Operations Research
83 Annals of Operations Research
77 Operations Research Letters
56 Optimization Letters
55 Queueing Systems
51 Journal of Global Optimization
46 SIAM Journal on Optimization
44 INFORMS Journal on Computing
43 Journal of Optimization Theory and Applications
37 Computational Optimization and Applications
34 The Annals of Applied Probability
32 Mathematics of Operations Research
32 OR Spectrum
31 Automatica
28 Discrete Applied Mathematics
26 Applied Mathematical Modelling
25 Computational Management Science
24 Mathematical Problems in Engineering
22 Optimization
19 Journal of Industrial and Management Optimization
17 Journal of Scheduling
16 Journal of Computational and Applied Mathematics
16 Optimization and Engineering
16 Quantitative Finance
15 Applied Mathematics and Computation
15 Networks
15 Statistical Science
15 Networks and Spatial Economics
15 Discrete Optimization
14 Top
14 Journal of Combinatorial Optimization
13 Theoretical Computer Science
13 Optimization Methods & Software
13 Mathematical Methods of Operations Research
13 EURO Journal on Computational Optimization
12 International Transactions in Operational Research
12 Discrete Dynamics in Nature and Society
12 RAIRO. Operations Research
12 Journal of Machine Learning Research (JMLR)
10 Stochastic Systems
9 Journal of Applied Probability
9 Insurance Mathematics & Economics
9 Machine Learning
9 CEJOR. Central European Journal of Operations Research
9 Journal of Applied Mathematics
9 Stochastic Models
9 JMMA. Journal of Mathematical Modelling and Algorithms
9 4OR
8 Advances in Applied Probability
8 Algorithmica
8 Discrete Event Dynamic Systems
8 Stochastic Processes and their Applications
8 Computational and Applied Mathematics
7 The Annals of Statistics
7 Systems & Control Letters
7 Mathematics and Financial Economics
7 Mathematical Programming Computation
6 International Journal of Control
6 Information Sciences
6 Naval Research Logistics
6 Asia-Pacific Journal of Operational Research
6 Mathematical and Computer Modelling
6 Computational Statistics and Data Analysis
6 Theory of Computing Systems
6 Positivity
6 International Journal of Theoretical and Applied Finance
5 Information Processing Letters
5 The Annals of Probability
5 Fuzzy Sets and Systems
5 Statistics & Probability Letters
5 International Journal of Production Research
5 Acta Mathematicae Applicatae Sinica. English Series
5 Probability Theory and Related Fields
5 SIAM Journal on Discrete Mathematics
5 Japan Journal of Industrial and Applied Mathematics
5 SIAM Review
5 International Journal of Robust and Nonlinear Control
5 Cybernetics and Systems Analysis
5 Probability in the Engineering and Informational Sciences
5 North American Actuarial Journal
5 Journal of the Operations Research Society of China
4 Journal of Mathematical Analysis and Applications
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Stochastic Analysis and Applications
4 Journal of Economic Dynamics & Control
4 Numerical Algorithms
4 Computational Statistics
4 Finance and Stochastics
4 Vietnam Journal of Mathematics
4 Journal of Inequalities and Applications
4 Journal of Systems Science and Complexity
4 Decisions in Economics and Finance
4 Asia-Pacific Financial Markets
4 Electronic Journal of Statistics
4 Science China. Mathematics
4 Decision Analysis
3 Artificial Intelligence
...and 163 more Serials
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Cited in 43 Fields

1,939 Operations research, mathematical programming (90-XX)
456 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
263 Probability theory and stochastic processes (60-XX)
209 Computer science (68-XX)
191 Statistics (62-XX)
121 Systems theory; control (93-XX)
118 Numerical analysis (65-XX)
82 Calculus of variations and optimal control; optimization (49-XX)
77 Combinatorics (05-XX)
24 Biology and other natural sciences (92-XX)
20 Convex and discrete geometry (52-XX)
16 Information and communication theory, circuits (94-XX)
15 Partial differential equations (35-XX)
13 Linear and multilinear algebra; matrix theory (15-XX)
8 Statistical mechanics, structure of matter (82-XX)
6 Dynamical systems and ergodic theory (37-XX)
6 Functional analysis (46-XX)
5 Approximations and expansions (41-XX)
5 Mechanics of deformable solids (74-XX)
5 Fluid mechanics (76-XX)
4 Algebraic geometry (14-XX)
4 Measure and integration (28-XX)
4 Integral transforms, operational calculus (44-XX)
4 Operator theory (47-XX)
3 Mathematical logic and foundations (03-XX)
3 Commutative algebra (13-XX)
3 Real functions (26-XX)
3 Geophysics (86-XX)
2 Functions of a complex variable (30-XX)
2 Geometry (51-XX)
2 Optics, electromagnetic theory (78-XX)
2 Quantum theory (81-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Field theory and polynomials (12-XX)
1 Associative rings and algebras (16-XX)
1 Ordinary differential equations (34-XX)
1 Difference and functional equations (39-XX)
1 Sequences, series, summability (40-XX)
1 Differential geometry (53-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Global analysis, analysis on manifolds (58-XX)

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